is a real-valued function defined on the event space
satisfies measure properties
it is part of a probability space
the difference between a probability measure and the more general notion of measure is that a probability measure must assign value 1 to the entire σ-algebra

Probability Measure - Rules

Addition Rule	𝐏(𝐸₁⋃𝐸₂) = 𝐏(𝐸₁) + 𝐏(𝐸₂) - 𝐏(𝐸₁⋂𝐸₂)
Union Bound	𝐏(⋃_{1≤𝑖≤𝐿}𝐸_𝑖) ≤ 𝛴_{1≤𝑖≤𝐿}𝐏(𝐸_𝑖)
Inclusion-Exclusion Principle	𝐏(⋃_{1≤𝑖≤𝐿}𝐸_𝑖) = 𝛴_{1≤𝑖≤𝐿}𝐏(𝐸_𝑖) - 𝛴_𝑖<𝑗𝐏(𝐸_𝑖⋂𝐸_𝑗) + 𝛴_{𝑖<𝑗<𝑘}𝐏(𝐸_𝑖⋂𝐸_𝑗⋂𝐸_𝑘) + … + (-1)^𝐿-1𝛴_{𝑖<𝑗<𝑘<…<𝐿}𝐏(𝐸_𝑖⋂𝐸_𝑗⋂𝐸_𝑘⋂…⋂𝐸_𝐿)

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